CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	0.7367	0.7358	-0.0009	-0.1%	0.7412
High	0.7384	0.7411	0.0028	0.4%	0.7420
Low	0.7344	0.7350	0.0006	0.1%	0.7343
Close	0.7356	0.7407	0.0051	0.7%	0.7363
Range	0.0040	0.0062	0.0022	53.8%	0.0077
ATR	0.0037	0.0039	0.0002	4.6%	0.0000
Volume	115,140	142,836	27,696	24.1%	329,278

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7574	0.7552	0.7441
R3	0.7512	0.7490	0.7424
R2	0.7451	0.7451	0.7418
R1	0.7429	0.7429	0.7413	0.7440
PP	0.7389	0.7389	0.7389	0.7395
S1	0.7367	0.7367	0.7401	0.7378
S2	0.7328	0.7328	0.7396
S3	0.7266	0.7306	0.7390
S4	0.7205	0.7244	0.7373

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7560	0.7405
R3	0.7528	0.7484	0.7384
R2	0.7452	0.7452	0.7377
R1	0.7407	0.7407	0.7370	0.7391
PP	0.7375	0.7375	0.7375	0.7367
S1	0.7331	0.7331	0.7355	0.7315
S2	0.7299	0.7299	0.7348
S3	0.7222	0.7254	0.7341
S4	0.7146	0.7178	0.7320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7411	0.7343	0.0068	0.9%	0.0037	0.5%	94%	True	False	91,808
10	0.7420	0.7341	0.0079	1.1%	0.0037	0.5%	84%	False	False	84,213
20	0.7420	0.7262	0.0158	2.1%	0.0037	0.5%	92%	False	False	79,579
40	0.7420	0.7199	0.0221	3.0%	0.0040	0.5%	94%	False	False	79,859
60	0.7474	0.7199	0.0276	3.7%	0.0041	0.6%	76%	False	False	83,684
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	73%	False	False	70,062
100	0.7615	0.7199	0.0416	5.6%	0.0039	0.5%	50%	False	False	56,086
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	46%	False	False	46,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7572
1.618	0.7511
1.000	0.7473
0.618	0.7449
HIGH	0.7411
0.618	0.7388
0.500	0.7380
0.382	0.7373
LOW	0.7350
0.618	0.7311
1.000	0.7288
1.618	0.7250
2.618	0.7188
4.250	0.7088

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	0.7398	0.7397
PP	0.7389	0.7387
S1	0.7380	0.7377

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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